SGCIB is the Corporate and Investment Banking arm of the Société Générale Group. Present in over 50 countries across Europe, Americas and Asia, SGCIB provides corporate, financial institutions, investors and public sector clients with value-added integrated financial solutions.
As a traversal group, MACC/CBA is in charge of production and certification of various metrics including market risk, VAR back-testing, counterparty credit risk, credit valuation adjustment, liquidity, margining and Risk Weighted Asset. CBA team in APAC region has a double-objective of taking part of certification on global metrics and supporting directly the chief risk officers (CROs) across the region.
The Market Activity Certification Community (MACC) department at SGCIB Hong Kong is looking for a senior to join the Cross Business Analysis (CBA) - Risk team. An ideal candidate should have a thorough understanding of risk and also of OTC derivatives. Knowledge of or experience with VBA coding and international regulations will be a plus.
The role requires close co-operation with worldwide MACC teams and various departments in the region. The principal missions of the position would consist of:
Risk metrics monitoring and certification to suit the needs within the local regulatory context in Asia. Provide coverage and governance around local specific risk certification process under MACC responsibility.
Enhancing coverage within the region on global CBA process including market risk, counterparty risk, XVA, CSA related subjects, collateral dispute, RWA, Margining, PNL and Sales Credit etc.
Answering requests from MARK/TRD/RIS
Other regulatory topics as required
Key Skill Areas & Knowledge Required:
University degree or equivalent, preferably in Finance, Risk management, Engineering or mathematics
Understanding of market and counterparty risk and credit valuation adjustment
Understanding of global market activities and OTC derivatives
Enterprising, curious, pro-active, rigorous, team spirit
Minimum of 5 years experience on Risk topics
Good communication and organizational skills
Fluent English compulsory and French is a plus
Strong Excel skill required and VBA programming skill preferred